The legend was greeted by thunderous shouts of 'Dhoni! Dhoni!' that echoed all around the Wankhede stadium when he walked in to bat at No 7 with CSK reeling on 61/5 in the 11th over.
Dhoni had led India to the title victory at the inaugural T20 World Cup played in South Africa in 2007.
Dhoni put up a valiant 50* but it was not enough as KKR ran out winners in the end
Skipper Rohit Sharma will be travelling to the port city on Wednesday and is expected to feature in the series-opener.
A look at how India have fared in their World Cup opening games.
Images from the Asia Cup match played between India and Pakistan in Dubai on Sunday.
There is nothing of the level of Yes Minister, House Of Cards, Madam Secretary or Veep but there are at least 10 Hindi series and an OTT-released film or two, to whet the viewer's appetite for power-mongering, corruption and intrigue.
Captain Virat Kohli and his deputy Rohit Sharma were the first to hit the nets as the frontline pacers like Jasprit Bumrah and Mohammad Shami gave the session a miss in order to recover for Wednesday's game.
His early strikes and SKY's catch put paid to any of Mumbai's efforts to script a solid comeback into the match.
Umesh Yadav and Mohammad Siraj have been added to the squad as injury replacements but they do not figure in the World Cup-bound squad, as of now.
Images from Day 5 of the first Test between India and New Zealand, at Green Park in Kanpur, on Monday.
While Rohit Sharma will be eager to test his ultra-aggressive batting template against the Asian giants, for Virat Kohli it is the perfect platform to return to form after enduring a tough phase in the last few years.
A ruthless Indian team is unlikely to take its foot off the pedal as it aims to top up a world-record winning feat with another clean sweep against the West Indies in Port of Spain, Trinidad, on Wednesday.
CSK, LSG seek improvement in top-order batting after opening losses
KL Rahul has struggled at the top of the order, managing just 36 runs at a strike rate of 90 in the first two matches against Pakistan and Hong Kong.
Shreyas Iyer's performance will be under intense scrutiny as India gear up for the back-to-back T20I games against West Indies
IPL can be truly said to have come of age. It is now more Indian than ever before. Teams often fielded fewer than the four allowed foreign players. Indian batters and bowlers were simply better in performance, consistency and reliability, points out Shreekant Sambrani.
Like in life, miracles do happen in sport but Indian cricket's 'fighterman' Yuvraj Singh may not be seen again in a blue jersey, something he had made his own for the better part of the last 17 years.
England, who were blown away by the visitors at Southampton, will back themselves to make a strong comeback.
Dhoni's men will have to adapt to the conditions quickly to avoid any such hiccup in the play-offs.
India's white ball players have that imposing alpha-male like presence out there in the middle even if their best player Kohli is on the wane.
Harbhajan has expressed his massive displeasure with the "lack of respect" for the Saurashtra man and the fact that the yardstick to judge performances hasn't been same for every senior player.
The national selectors did well to deliver a loud and clear message as they sought to kickstart the transition in the Indian T20 team.
Delhi's strong batting line up of Shikhar Dhawan, Prithvi Shaw, Ajinkya Rahane, Steven Smith and Pant himself will look to fire on all cylinders right from the opening game.
India went in with five bowling options against Pakistan on Sunday and it did not work out in their favour
Having won the first game by three runs, another victory will give India a successive ODI series win in the Caribbean.
Many seniors including captain Rohit Sharma and KL Rahul are all set to be rested for the upcoming five-match T20I series against South Africa, with an eye on the marquee tour of England in July.
Jasprit Bumrah has regained the top spot in the ICC men's ODI Player Rankings after fashioning India's 10-wicket win over England with a career-best haul of 6/19 in the first match at The Oval in London.
'He could be the franchise player for KKR for the best part of the decade'
An in-form Delhi Capitals will fancy their chances of securing a play-off berth when they face Kolkata Knight Riders in the Indian Premier League in Sharjah on Tuesday.
With eight points from 11 games, RR are placed second from bottom in the eight-team table and a loss on Saturday will end their slim chances of qualifying for the knockout stage.
Ravindra Jadeja was called up to the Indian team as the replacement for Axar Patel for the first three ODIs in the five-match series against Australia starting in Chennai, on Sunday.
Images from the first T20 International between India and the West Indies, in Basetterre, St Kitts, on Monday.
Virender Sehwag celebrated his international retirement with a scintillating ton for Haryana as Jayant Yadav also joined the century-makers' list to help the side post 319 for eight on a dramatic Day 1 of their Ranji Trophy cricket league match against Karnataka on Thursday.
The wait continues for the naming of a new Uttar Pradesh lokayukta as a meeting on Sunday to decide on the same failed to do so with the Allahabad high court chief justice questioning the validity of the process.
Suryakumar Yadav gave an exhibition of his incredible hitting skills with a superb 76 as India cantered to a seven-wicket win against the West Indies in the third T20 International on Tuesday.
On a roll after back-to-back wins, the vintage Chennai Super Kings would look to extend their winning run when they clash with struggling Kolkata Knight Riders in their next IPL match in Mumbai on Wednesday.
Heavy overnight rains in Uttar Pradesh on Friday led to the deaths of at least 22 people, including nine labourers who were buried alive under the debris when an under-construction wall in the state capital collapsed on their huts.
Images from the first T20 International between India and West Indies at the Brian Lara stadium in Tarouba, Trinidad on Friday.
Virat Kohli, Suryakumar Yadav, Hardik Patel and Arshdeep Singh were the only bright lights in a poor India show at the T20 World Cup.